Centre for microdata methods and practice
The cemmap working paper series publishes papers expanding the frontiers of knowledge in microdata methods and practice. Martin Weidner is the editor of the working paper series.
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed… Continue reading.
Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex… Continue reading.
This paper modifies the Wald development of statistical decision theory to offer new perspective on the… Continue reading.
We propose a method for conducting inference on impulse responses in structural vector autoregressions (SVARs) when… Continue reading.
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal… Continue reading.
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.
We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional… Continue reading.
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector… Continue reading.
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in… Continue reading.
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model… Continue reading.
This paper considers the problem of testing many moment inequalities where the number of moment inequalities,… Continue reading.
This work proposes new inference methods for the estimation of a regression coefficient of interest in… Continue reading.
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel… Continue reading.